| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
2,575.50 |
2,574.00 |
-1.50 |
-0.1% |
2,642.50 |
| High |
2,600.00 |
2,593.50 |
-6.50 |
-0.3% |
2,685.75 |
| Low |
2,563.50 |
2,565.50 |
2.00 |
0.1% |
2,560.25 |
| Close |
2,574.25 |
2,574.75 |
0.50 |
0.0% |
2,574.25 |
| Range |
36.50 |
28.00 |
-8.50 |
-23.3% |
125.50 |
| ATR |
35.43 |
34.90 |
-0.53 |
-1.5% |
0.00 |
| Volume |
67 |
85 |
18 |
26.9% |
352 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.00 |
2,646.25 |
2,590.25 |
|
| R3 |
2,634.00 |
2,618.25 |
2,582.50 |
|
| R2 |
2,606.00 |
2,606.00 |
2,580.00 |
|
| R1 |
2,590.25 |
2,590.25 |
2,577.25 |
2,598.00 |
| PP |
2,578.00 |
2,578.00 |
2,578.00 |
2,581.75 |
| S1 |
2,562.25 |
2,562.25 |
2,572.25 |
2,570.00 |
| S2 |
2,550.00 |
2,550.00 |
2,569.50 |
|
| S3 |
2,522.00 |
2,534.25 |
2,567.00 |
|
| S4 |
2,494.00 |
2,506.25 |
2,559.25 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.25 |
2,904.25 |
2,643.25 |
|
| R3 |
2,857.75 |
2,778.75 |
2,608.75 |
|
| R2 |
2,732.25 |
2,732.25 |
2,597.25 |
|
| R1 |
2,653.25 |
2,653.25 |
2,585.75 |
2,630.00 |
| PP |
2,606.75 |
2,606.75 |
2,606.75 |
2,595.00 |
| S1 |
2,527.75 |
2,527.75 |
2,562.75 |
2,504.50 |
| S2 |
2,481.25 |
2,481.25 |
2,551.25 |
|
| S3 |
2,355.75 |
2,402.25 |
2,539.75 |
|
| S4 |
2,230.25 |
2,276.75 |
2,505.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,685.75 |
2,560.25 |
125.50 |
4.9% |
46.00 |
1.8% |
12% |
False |
False |
68 |
| 10 |
2,694.25 |
2,560.25 |
134.00 |
5.2% |
40.50 |
1.6% |
11% |
False |
False |
50 |
| 20 |
2,773.25 |
2,560.25 |
213.00 |
8.3% |
37.00 |
1.4% |
7% |
False |
False |
63 |
| 40 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
27.25 |
1.1% |
5% |
False |
False |
37 |
| 60 |
2,848.00 |
2,560.25 |
287.75 |
11.2% |
18.75 |
0.7% |
5% |
False |
False |
25 |
| 80 |
2,848.00 |
2,530.50 |
317.50 |
12.3% |
14.50 |
0.6% |
14% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,712.50 |
|
2.618 |
2,666.75 |
|
1.618 |
2,638.75 |
|
1.000 |
2,621.50 |
|
0.618 |
2,610.75 |
|
HIGH |
2,593.50 |
|
0.618 |
2,582.75 |
|
0.500 |
2,579.50 |
|
0.382 |
2,576.25 |
|
LOW |
2,565.50 |
|
0.618 |
2,548.25 |
|
1.000 |
2,537.50 |
|
1.618 |
2,520.25 |
|
2.618 |
2,492.25 |
|
4.250 |
2,446.50 |
|
|